Price reporting agencies among the most vehement critics of potential EU rules on benchmark indexes
In this article, Hamid Arian and Ion Rada propose a practical method for calculating the exact price of energy commodity European swaptions under the standard Markov diffusion model for energy commodity...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Mark Pengelly articles
In spite of attempts to impose commodity position limits in Europe and the US, a fierce battle continues to rage over whether speculation in oil is responsible for high prices and volatility. David Wigan reviews some of the arguments
After the Fukushima nuclear disaster, Japan announced ambitions to phase out the use of nuclear generation. But faced with bulging energy imports and high prices, official enthusiasm for the plan has waned. By David Hayes
Allegations of manipulation in US power markets inevitably stir up memories of Enron. After the Houston-based energy giant’s collapse, it was found to have exploited loopholes in California’s electricity market, exacerbating the state’s energy crisis...
No-action letter not enough to convince counterparties to trade with public utilities
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
Updating your subscription status
Risk iPad and iPhone Apps